Peg Instability Detector — 2026-06-30
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-06-29T22:30:35.801000+00:00 → 2026-06-30T22:30:39+00:00
Pipeline version: 2.0.0
🛡️ Composite Risk Scores
High score = higher risk
Per-Coin Results
| Coin | Price | Off Peg (bps) | Composite Score | Risk Level | Lane 1 | Lane 2 | Lane 3 | Trend |
|---|---|---|---|---|---|---|---|---|
| DAI | $0.9994 | 6 | 0.3856 | Moderate | 0.032 | 1.000 | 0.107 | stable |
| FDUSD | $0.9963 | 37 | 0.6770 | High | 0.685 | 1.000 | 0.093 | stable |
| USDC | $0.9997 | 3 | 0.3752 | Moderate | 0.016 | 1.000 | 0.091 | stable |
| USDT | $0.9986 | 14 | 0.3987 | Moderate | 0.069 | 1.000 | 0.089 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6770 | changepoint | FDUSD: High risk (score 0.677). Price at $0.9963 (37 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9994 (6 bps off peg)
- Composite score: 0.3856 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0318
- Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.1066
- MiPD score: 0.1375 (vol: 0.000111, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9963 (37 bps off peg)
- Composite score: 0.6770 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6854
- Persistence: 289m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: attention (monitor)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.0928
- MiPD score: 0.1123 (vol: 0.000089, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9997 (3 bps off peg)
- Composite score: 0.3752 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0157
- Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.0909
- MiPD score: 0.1089 (vol: 0.000195, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9986 (14 bps off peg)
- Composite score: 0.3987 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0687
- Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.0889
- MiPD score: 0.1053 (vol: 0.000040, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology